Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52169.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48051.74 Kr¶

PnL: ---------------------------------------> -880.26 Kr¶

DD now: ---------------------------------> -1.79 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 10:44:11.746592'

Anic Portfolio¶

Today¶

Return: 0.182 %¶

This Week¶

Return: -0.28 %¶

Total portfolio value¶

Return including deposits: 70.79 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 4.330000 685.510000 46.510000 7.280000 638.999984
Xvivo Perfusion 3 0.170000 883.500000 38.500000 4.560000 845.000001
Embracer Group B 26 3.040000 695.110000 33.110000 5.000000 661.999988
Biotage 4 0.990000 630.200000 27.200000 4.510000 603.000000
Volati 5 4.890000 601.000000 27.000000 4.700000 574.000000
Vitrolife 3 1.650000 703.800000 26.800000 3.960000 677.000001
Addtech B 3 0.080000 715.800000 15.800000 2.260000 699.999999
SynAct Pharma 9 0.410000 660.600000 15.600000 2.420000 645.000003
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.170000 664.300000 10.300000 1.570000 653.999997
Svolder B 35 -0.160000 2189.250000 10.250000 0.470000 2179.000005
Fortnox 10 -0.470000 673.200000 5.200000 0.780000 668.000000
Humana 40 2.290000 677.600000 3.600000 0.530000 674.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Latour B 2 -0.710000 448.800000 -0.200000 -0.040000 449.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.750000 1318.500000 -1.500000 -0.110000 1320.000000
Addnode Group B 6 -1.580000 748.200000 -3.800000 -0.510000 751.999998
Nolato B 12 -0.830000 642.000000 -6.000000 -0.930000 648.000000
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
Investor B 3 -0.650000 644.550000 -13.450000 -2.040000 657.999999
Sdiptech B 3 -2.110000 807.000000 -15.000000 -1.820000 822.000000
BONESUPPORT HOLDING 10 -0.170000 1208.000000 -16.000000 -1.310000 1224.000000
Lime Technologies 2 -3.430000 563.000000 -30.000000 -5.060000 593.000000
Ambea 68 0.770000 2484.720000 -52.280000 -2.060000 2537.000032
Lundin Gold 7 -0.460000 912.800000 -61.200000 -6.280000 973.999999
Creades A 7 -0.320000 547.050000 -63.950000 -10.470000 610.999998
Gaming Innovation Group 161 -0.780000 4113.550000 -74.450000 -1.780000 4187.999942
Sedana Medical 135 2.740000 4247.100000 -83.900000 -1.940000 4330.999935
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.740000 3440.000000 -105.000000 -2.960000 3545.000000
New Wave B 40 0.220000 3768.400000 -147.600000 -3.770000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 2.440000 2638.100000 -328.900000 -11.090000 2966.999993
TOTAL 48051.740000 -880.260000 -1.78997% 48931.999868

Updated:¶

'2023-06-14 10:44:29.340257'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶